+185.7%
SLM vs VT
+214.8%
-29.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -1.5% |
| 7D | -3.9% | -4.2% | +0.2% | +1.0% |
| 30D | -22.4% | -5.8% | -16.6% | -16.7% |
| 3M | -35.9% | -5.2% | -30.6% | -31.6% |
| 6M | -21.4% | +0.1% | -21.5% | -21.6% |
| YTD | -34.1% | +8.2% | -42.3% | -40.0% |
| 1Y | -34.6% | +10.1% | -44.7% | -41.6% |
| 3Y | +26.2% | +69.7% | -43.5% | -31.2% |
| 5Y | +6.8% | +53.4% | -46.6% | -34.2% |
| All | +185.7% | +214.8% | -29.1% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling